updated docs of GP formula fn to include more details on hyperparameters #1726
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Great, thanks! I will take a closer look and merge it before the next release. |
avehtari
reviewed
Mar 9, 2025
| @@ -64,6 +64,30 @@ | |||
| #' \url{https://mc-stan.org/docs/functions-reference/matrix_operations.html} | |||
| #' under "Gaussian Process Covariance Functions". | |||
| #' | |||
| #' There are several parameters estimated by the GP, the most important of which | |||
| #' \code{sd} \tab \eqn{\sigma} \tab \eqn{\mathbb{R}^+} \tab marginal standard deviation of the GP's covariance kernel \cr | ||
| #' \code{z} \tab \eqn{z} \tab ??? \tab ??? \cr | ||
| #' } | ||
| #' Assuming an exponential quadratic covariance structure, the parameters |
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exponential -> exponentiated
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in response to #1725, i added some further documentation on the hyperparameters estimated by a GP, specifically the length-scale$\ell$ and the marginal standard deviation $\sigma$ , including general guidelines on how to interpret each hyperparameter.
what remains is to add the name, support, and simple interpretation of the hyperparameter$z$ to the relevant table in the
roxygen2doc section ofgp(), as this bit is unclear to me. i left the two cells in the table that i was unable to fill in marked with ???. i would also appreciate if someone gave a quick look over the information i've provided to ensure correctness, though i mostly took the info straight from the MC-Stan docs and forums.